+6.8%
TDAY vs VT
+256.7%
-250.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.0% |
| 7D | +6.3% | -2.3% | +8.6% | +9.7% |
| 30D | -6.9% | -5.0% | -2.0% | -0.3% |
| 3M | -17.9% | -4.9% | -13.0% | -12.2% |
| 6M | -8.6% | -1.5% | -7.1% | -8.3% |
| YTD | +27.6% | +8.5% | +19.1% | +10.1% |
| 1Y | +30.4% | +11.4% | +19.0% | +8.3% |
| 3Y | +228.5% | +70.1% | +158.4% | +50.1% |
| 5Y | +14.5% | +53.7% | -39.3% | -37.6% |
| 10Y | -35.6% | +220.0% | -255.6% | -83.9% |
| All | +6.8% | +256.7% | -250.0% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling